Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-09-29 0.302218 0.328250 0.356279 0.388837 0.425786 0.466615 0.515422
2024-10-06 0.277885 0.312201 0.351006 0.398541 0.455758 0.523143 0.609616
2024-10-13 0.252620 0.290716 0.335343 0.392197 0.463771 0.552389 0.672881
2024-10-20 0.233710 0.274310 0.323281 0.387780 0.472193 0.581463 0.738140
2024-10-27 0.216225 0.257889 0.309362 0.379066 0.473356 0.600237 0.791029
2024-11-03 0.208926 0.253404 0.309763 0.388389 0.498666 0.653637 0.899786
2024-11-10 0.205469 0.253380 0.315640 0.405161 0.535499 0.727270 1.050668
2024-11-17 0.197864 0.247250 0.312739 0.409249 0.554194 0.775948 1.170069
2024-11-24 0.188837 0.238562 0.305623 0.406518 0.562129 0.808449 1.267337
2024-12-01 0.177674 0.226291 0.292687 0.394159 0.553868 0.813455 1.315504
2024-12-08 0.167785 0.215263 0.280843 0.382503 0.545525 0.817112 1.361399
2024-12-15 0.163000 0.211112 0.278557 0.385084 0.560201 0.861815 1.496737
2024-12-22 0.156364 0.204510 0.273048 0.383451 0.569801 0.902575 1.642618
2024-12-29 0.152780 0.202060 0.273457 0.391109 0.595962 0.977992 1.887441
2025-01-05 0.145662 0.194051 0.264972 0.383617 0.594559 0.999820 2.012198
2025-01-12 0.139677 0.187419 0.258195 0.378396 0.596663 1.028997 2.165285
2025-01-19 0.133255 0.179830 0.249515 0.369315 0.590639 1.040271 2.274209
2025-01-26 0.131265 0.178823 0.251062 0.377799 0.618842 1.130264 2.645381
2025-02-02 0.130906 0.180257 0.256532 0.393534 0.663175 1.266104 3.234027
2025-02-09 0.128066 0.177689 0.255333 0.397171 0.683389 1.348987 3.692588
2025-02-16 0.124154 0.173258 0.250815 0.394348 0.689676 1.398171 4.053503
2025-02-23 0.118759 0.166269 0.241710 0.382363 0.675015 1.389902 4.170921
2025-03-02 0.113802 0.159815 0.233242 0.371096 0.660964 1.381368 4.287240